| Metric | 3516043:btcusd:triple_gx:kama185_60_45 | 3516043:BTCUSD |
|---|---|---|
| Time in Market | 28.0% | 100.0% |
| Cumulative Return | 92.09% | 52.76% |
| Max Drawdown | -15.23% | -66.89% |
| Sharpe | 1.43 | 0.63 |
| Sortino | 2.72 | 0.94 |
| Payoff Ratio | 1.49 | 1.46 |
| Profit Factor | 1.57 | 1.1 |
| Common Sense Ratio | 2.63 | 1.15 |
| CPC Index | 1.15 | 0.82 |
| Tail Ratio | 1.68 | 1.05 |
| Outlier Win Ratio | 24.95 | 3.56 |
| Outlier Loss Ratio | 4.62 | 2.8 |
| Volatility (ann.) | 22.98% | 56.21% |
| R^2 | 0.17 | 0.17 |
| Calmar | 2.32 | 0.32 |
| Skew | 2.83 | 0.31 |
| Kurtosis | 25.61 | 3.83 |
| Expected Daily % | 0.08% | 0.05% |
| Expected Monthly % | 2.45% | 1.58% |
| Expected Yearly % | 24.31% | 15.17% |
| Kelly Criterion | 15.61% | 17.56% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.89% | -4.74% |
| Expected Shortfall (cVaR) | -1.89% | -4.74% |
| Year | 3516043:BTCUSD | 3516043:btcusd:triple_gx:kama185_60_45 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -62.46 | -8.71 | 0.14 | + |
| 2023 | 154.85 | 79.54 | 0.51 | - |
| 2024 | 59.70 | 17.21 | 0.29 | - |
| Metric | 3516043:btcusd:triple_gx:kama185_60_45 | 3516043:BTCUSD |
|---|---|---|
| MTD | 0.0% | -4.24% |
| 3M | 11.87% | 46.12% |
| 6M | 53.94% | 150.45% |
| YTD | 17.21% | 59.7% |
| 1Y | 45.07% | 123.54% |
| 3Y (ann.) | 35.36% | 21.71% |
| 5Y (ann.) | 35.36% | 21.71% |
| Metric | 3516043:btcusd:triple_gx:kama185_60_45 | 3516043:BTCUSD |
|---|---|---|
| Max Drawdown | -15.23% | -66.89% |
| Longest DD Days | 290.0 | 683.0 |
| Avg. Drawdown | -3.85% | -11.58% |
| Avg. Drawdown Days | 37.0 | 70.0 |
| Recovery Factor | 6.05 | 0.79 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-30 | 2023-01-14 | -15.23 | 290 |
| 2024-01-03 | 2024-03-05 | -12.69 | 62 |
| 2023-04-15 | 2023-10-20 | -11.12 | 188 |
| 2023-12-10 | 2024-01-02 | -7.48 | 23 |
| 2023-03-25 | 2023-03-30 | -4.71 | 5 |
| 2023-03-31 | 2023-04-11 | -3.26 | 11 |
| 2023-01-19 | 2023-01-21 | -2.32 | 2 |
| 2023-03-23 | 2023-03-24 | -2.28 | 1 |
| 2023-03-18 | 2023-03-21 | -2.03 | 3 |
| 2023-11-03 | 2023-12-06 | -1.91 | 33 |
| Metric | 3516043:btcusd:triple_gx:kama185_60_45 | 3516043:BTCUSD |
|---|---|---|
| Best Day | 10.93% | 14.21% |
| Worst Day | -6.71% | -14.67% |
| Best Week | 16.59% | 28.96% |
| Worst Week | -10.88% | -30.92% |
| Best Month | 33.92% | 45.57% |
| Worst Month | -8.21% | -36.86% |
| Best Year | 79.54% | 154.85% |
| Worst Year | -8.71% | -62.46% |
| Avg. Up Day | 1.88% | 1.98% |
| Avg. Down Day | -1.26% | -1.36% |
| Avg. Up Week | 5.5% | 7.47% |
| Avg. Down Week | -2.75% | -4.43% |
| Avg. Up Month | 10.36% | 22.58% |
| Avg. Down Month | -4.24% | -12.52% |
| Win Days % | 49.53% | 51.08% |
| Win Month % | 66.67% | 51.85% |
| Win Week % | 55.56% | 52.59% |
| Win Quarter % | 62.5% | 50.0% |
| Win Year % | 66.67% | 66.67% |